Is the Hong Kong Stock Market Asymmetrical in Behavior?
This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models. Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong...
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| Format: | Article |
| Language: | English English |
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Empirical Economics Letters
2015
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| Online Access: | https://eprints.ums.edu.my/id/eprint/30948/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior_ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/30948/2/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior.pdf |
| _version_ | 1796910964198604800 |
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| author | Venus Khim-Sen Liew Chia, Ricky Chee Jiun Syed Azizi Wafa Syed Khalid Wafa |
| author_facet | Venus Khim-Sen Liew Chia, Ricky Chee Jiun Syed Azizi Wafa Syed Khalid Wafa |
| author_sort | Venus Khim-Sen Liew |
| collection | UMS |
| description | This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models. Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market. |
| first_indexed | 2024-03-06T03:11:45Z |
| format | Article |
| id | ums.eprints-30948 |
| institution | Universiti Malaysia Sabah |
| language | English English |
| last_indexed | 2024-03-06T03:11:45Z |
| publishDate | 2015 |
| publisher | Empirical Economics Letters |
| record_format | dspace |
| spelling | ums.eprints-309482021-11-17T07:31:44Z https://eprints.ums.edu.my/id/eprint/30948/ Is the Hong Kong Stock Market Asymmetrical in Behavior? Venus Khim-Sen Liew Chia, Ricky Chee Jiun Syed Azizi Wafa Syed Khalid Wafa HG4551-4598 Stock exchanges This study uncovers that there exists asymmetrical market reaction on the positive and negative news by the TGARCH, EGARCH and EGARCH – M models. Thus, investors could use the calendar anomaly in terms of asymmetrical behavior information to avoid and reduce the risk when investing in the Hong Kong stock market. Empirical Economics Letters 2015 Article PeerReviewed text en https://eprints.ums.edu.my/id/eprint/30948/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior_ABSTRACT.pdf text en https://eprints.ums.edu.my/id/eprint/30948/2/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior.pdf Venus Khim-Sen Liew and Chia, Ricky Chee Jiun and Syed Azizi Wafa Syed Khalid Wafa (2015) Is the Hong Kong Stock Market Asymmetrical in Behavior? The Empirical Economics Letters, 14. pp. 17-23. ISSN 1681-8997 https://www.researchgate.net/profile/Venus-Liew-2/publication/301548678_Is_the_Hong_Kong_Stock_Market_Asymmetrical_in_Behavior/links/5718aec608aed43f63221a34/Is-the-Hong-Kong-Stock-Market-Asymmetrical-in-Behavior.pdf |
| spellingShingle | HG4551-4598 Stock exchanges Venus Khim-Sen Liew Chia, Ricky Chee Jiun Syed Azizi Wafa Syed Khalid Wafa Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_full | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_fullStr | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_full_unstemmed | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_short | Is the Hong Kong Stock Market Asymmetrical in Behavior? |
| title_sort | is the hong kong stock market asymmetrical in behavior |
| topic | HG4551-4598 Stock exchanges |
| url | https://eprints.ums.edu.my/id/eprint/30948/1/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior_ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/30948/2/Is%20the%20Hong%20Kong%20Stock%20Market%20Asymmetrical%20in%20Behavior.pdf |
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